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The first step would be to expose the WebI report as a REST Web service. This can be done in the SAP Business Objects platform. From there, the Download tool can be used to query the web service and get the data as previously suggested.
I believe data from WebI reports can also be exported as CSV which could be another option to use the data with Alteryx.
Lastly the SAP Business Objects platform also provides a REST API at the Universe level which could also be accessed by Alteryx with some custom development using the Download tool.